Qualitätsmerkmale Market Making

Date Average Spread Last Best Bid Price Last Best Ask Price Last Best Bid Volume Last Best Ask Volume Average Buy Volume Average Sell Volume Average Buy Value Average Sell Value Spreads Availability Ratio Quote Availability
15.07.2024 0.76% 3.08 CHF 3.09 CHF 92'000 92'000 29'679 29'679 90'716 CHF 91'156 CHF 98.90% 98.90%
12.07.2024 0.77% 3.06 CHF 3.07 CHF 92'000 92'000 29'877 29'877 91'271 CHF 91'723 CHF 100.00% 100.00%
11.07.2024 0.73% 3.19 CHF 3.20 CHF 90'000 90'000 28'383 28'383 91'737 CHF 92'159 CHF 99.98% 99.98%
10.07.2024 0.70% 3.24 CHF 3.25 CHF 88'000 88'000 28'292 28'292 93'543 CHF 93'965 CHF 99.90% 99.90%
09.07.2024 0.70% 3.43 CHF 3.44 CHF 86'000 86'000 27'921 27'921 94'456 CHF 94'875 CHF 99.98% 99.98%
08.07.2024 0.70% 3.29 CHF 3.30 CHF 88'000 88'000 28'330 28'330 93'866 CHF 94'288 CHF 99.98% 99.98%
05.07.2024 0.70% 3.34 CHF 3.35 CHF 88'000 88'000 28'184 28'184 93'740 CHF 94'161 CHF 99.71% 99.71%
04.07.2024 0.76% 3.29 CHF 3.31 CHF 18'000 18'000 13'206 13'206 43'883 CHF 44'195 CHF 94.02% 94.02%
03.07.2024 0.68% 3.37 CHF 3.38 CHF 88'000 88'000 27'956 27'956 95'247 CHF 95'666 CHF 99.52% 99.52%
02.07.2024 0.71% 3.38 CHF 3.39 CHF 86'000 86'000 27'845 27'845 92'944 CHF 93'359 CHF 100.00% 100.00%

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